-37.4%
DOCS vs NVMI
+5.1%
-42.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | +2.1% |
| 7D | 0.0% | +9.6% | -9.6% | +1.6% |
| 30D | +7.8% | -5.6% | +13.4% | +6.8% |
| 3M | +20.0% | -15.2% | +35.2% | +17.1% |
| 6M | +26.5% | -36.1% | +62.6% | +19.0% |
| YTD | -25.8% | +1.5% | -27.2% | -34.9% |
| All | -37.4% | +5.1% | -42.6% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling